State-space models. Applications in economics and finance

DOI10.1007/978-1-4614-7789-1zbMath1304.91011OpenAlexW2494411966MaRDI QIDQ741779

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Publication date: 12 September 2014

Published in: Statistics and Econometrics for Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7789-1

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) Spatial models in economics (91B72)

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